-9.3%
CELH vs FLEX
+718.0%
-727.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.1% |
| 7D | -11.7% | +6.4% | -18.0% | -13.2% |
| 30D | +1.6% | -5.9% | +7.4% | +2.7% |
| 3M | -2.0% | -23.5% | +21.5% | +2.6% |
| 6M | -36.2% | +83.7% | -119.9% | -55.6% |
| YTD | -39.6% | +86.5% | -126.1% | -58.9% |
| 1Y | -50.7% | +100.5% | -151.2% | -67.8% |
| 3Y | -58.9% | +469.8% | -528.7% | -87.4% |
| All | -9.3% | +718.0% | -727.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling